Siti Noorfaera Karim, Maheran Mohd Jaffar. Forecasting Value at Risk of Foreign Exchange Rate by Integrating Geometric Brownian Motion. In Bee Wah Yap, Azlinah Hj. Mohamed, Michael W. Berry, editors, Soft Computing in Data Science - 4th International Conference, SCDS 2018, Bangkok, Thailand, August 15-16, 2018, Proceedings. Volume 937 of Communications in Computer and Information Science, pages 186-198, Springer, 2018. [doi]
Abstract is missing.